Request you to check below KB article on this topic. It has a link to Oracle website download page and would request you to download Oracle Provider for OLE DB version as mentioned. Once it is installed, would suggest configuring the oraclient connectivity from PI AF server to Oracle Database.

Request you to use oracle net manager to configure TNS entries required for connectivity. You can use this to test the connectivity first and create TNS entries either on server or client. Entries in TNSnames.ora can be copied to AF server , oracle client configuration.